is to
process each scalar observation \(y^*_k\)  individually and sequentially by iterating \(d\)  times over Algorithm : the posterior ensemble associated with \(y^*_k\) 
can be used as a prior
ensemble
when assimilating
\(y^*_{k+1}\) .
Hence, the analysis step can
be either performed by computing \(d\)  analysis maps on \(\smash{\mathbb {R}^{n+1}}\) —each map associated with one scalar observation—or by computing a single map on \(\smash{\mathbb {R}^{n+d}}\) 
(cf. the EnKF with single versus multiple observations
[1]}).
